+94.7%
SOFI vs DXCM
-19.6%
+114.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.6% |
| 7D | -2.9% | -6.5% | +3.6% | -1.3% |
| 30D | -4.4% | -4.3% | -0.1% | -3.4% |
| 3M | +5.2% | +7.3% | -2.1% | +3.0% |
| 6M | -7.8% | +22.0% | -29.8% | -12.7% |
| YTD | -33.8% | +26.4% | -60.2% | -37.9% |
| 1Y | -33.3% | +7.0% | -40.3% | -35.4% |
| All | +94.7% | -19.6% | +114.3% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling